thinking, so allow me a crazy thought. AFAIK, Cygwin's setup can't
use a HTTPS mirror [1]. Given the desire to move more and more web
traffic onto HTTPS, would an option to download through IE be a cheap
way to add HTTPS support to setup?

Would probably be easier to replace the existing plumbing using libcurl
rather than dealing with IE over COM or whatever the Win10 version is.